• Title/Summary/Keyword: XGboost

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Incorporating BERT-based NLP and Transformer for An Ensemble Model and its Application to Personal Credit Prediction

  • Sophot Ky;Ju-Hong Lee;Kwangtek Na
    • Smart Media Journal
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    • v.13 no.4
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    • pp.9-15
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    • 2024
  • Tree-based algorithms have been the dominant methods used build a prediction model for tabular data. This also includes personal credit data. However, they are limited to compatibility with categorical and numerical data only, and also do not capture information of the relationship between other features. In this work, we proposed an ensemble model using the Transformer architecture that includes text features and harness the self-attention mechanism to tackle the feature relationships limitation. We describe a text formatter module, that converts the original tabular data into sentence data that is fed into FinBERT along with other text features. Furthermore, we employed FT-Transformer that train with the original tabular data. We evaluate this multi-modal approach with two popular tree-based algorithms known as, Random Forest and Extreme Gradient Boosting, XGBoost and TabTransformer. Our proposed method shows superior Default Recall, F1 score and AUC results across two public data sets. Our results are significant for financial institutions to reduce the risk of financial loss regarding defaulters.

A Study on the Efficiency of Imbalanced Data Processing Techniques for Exercise Prediction in COPD Patients (COPD 환자 운동 예측을 위한 불균형 데이터 처리 기법의 효율성에 관한 연구)

  • Hyeonseok Jin;Sehyun Cho;Jayun Choi;Kyungbaek Kim
    • Proceedings of the Korea Information Processing Society Conference
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    • 2024.05a
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    • pp.652-655
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    • 2024
  • COPD(Chronic Obstructive Pulmonary Disease)는 장기간에 걸쳐 기도가 좁아지는 폐질환으로, 규칙적 운동은 호흡을 용이하게 하고 증상을 개선할 수 있는 주요 자가관리 중재법 중 하나이다. 건강정보 데이터와 인공지능을 사용하여 규직적 운동 이행군과 불이행군을 선별하여 자가관리 취약 집단을 파악하는 것은 질병관리 측면에서 비용효과적인 전략이다. 하지만 많은 양의 데이터를 확보하기 어렵고, 규칙적 운동군과 그렇지 않은 환자의 비율이 상이하기 때문에 인공지능 모델의 전체적인 선별 능력을 향상시키기 어렵다는 한계가 있다. 이러한 한계를 극복하기 위해 본 연구에서는 국민건강영양조사 데이터를 사용하여 머신러닝 모델인 XGBoost와 딥러닝 모델인 MLP에 오버샘플링, 언더샘플링, 가중치 부여 등 불균형 데이터 처리 기법을 적용 후 성능을 비교하여 가장 효과적인 불균형 데이터 처리 기법을 제시한다.

Development of a Gangwon Province Forest Fire Prediction Model using Machine Learning and Sampling (머신러닝과 샘플링을 이용한 강원도 지역 산불발생예측모형 개발)

  • Chae, Kyoung-jae;Lee, Yu-Ri;cho, yong-ju;Park, Ji-Hyun
    • The Journal of Bigdata
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    • v.3 no.2
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    • pp.71-78
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    • 2018
  • The study is based on machine learning techniques to increase the accuracy of the forest fire predictive model. It used 14 years of data from 2003 to 2016 in Gang-won-do where forest fire were the most frequent. To reduce weather data errors, Gang-won-do was divided into nine areas and weather data from each region was used. However, dividing the forest fire forecast model into nine zones would make a large difference between the date of occurrence and the date of not occurring. Imbalance issues can degrade model performance. To address this, several sampling methods were applied. To increase the accuracy of the model, five indices in the Canadian Frost Fire Weather Index (FWI) were used as derived variable. The modeling method used statistical methods for logistic regression and machine learning methods for random forest and xgboost. The selection criteria for each zone's final model were set in consideration of accuracy, sensitivity and specificity, and the prediction of the nine zones resulted in 80 of the 104 fires that occurred, and 7426 of the 9758 non-fires. Overall accuracy was 76.1%.

A Study on Classification of Crown Classes and Selection of Thinned Trees for Major Conifers Using Machine Learning Techniques (머신러닝 기법을 활용한 주요 침엽수종의 수관급 분류와 간벌목 선정 연구)

  • Lee, Yong-Kyu;Lee, Jung-Soo;Park, Jin-Woo
    • Journal of Korean Society of Forest Science
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    • v.111 no.2
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    • pp.302-310
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    • 2022
  • Here we aimed to classify the major coniferous tree species (Pinus densiflora, Pinus koraiensis, and Larix kaempferi) by tree measurement information and machine learning algorithms to establish an efficient forest management plan. We used national forest monitoring information amassed over nine years for the measurement information of trees, and random forest (RF), XGBoost (XGB), and light GBM (LGBM) as machine learning algorithms. We compared and evaluated the accuracy of the algorithm through performance evaluation using the accuracy, precision, recall, and F1 score of the algorithm. The RF algorithm had the highest performance evaluation score for all tree species, and highest scores for Pinus densiflora, with an accuracy of about 65%, a precision of about 72%, a recall of about 60%, and an F1 score of about 66%. The classification accuracy for the dominant trees was higher than about 80% in the crown classes, but that of the co-dominant trees, the intermediate trees, and the overtopper trees was evaluated as low. We consider that the results of this study can be used as reference data for decision-making in the selection of thinning trees for forest management.

Performance Analysis of Trading Strategy using Gradient Boosting Machine Learning and Genetic Algorithm

  • Jang, Phil-Sik
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.11
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    • pp.147-155
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    • 2022
  • In this study, we developed a system to dynamically balance a daily stock portfolio and performed trading simulations using gradient boosting and genetic algorithms. We collected various stock market data from stocks listed on the KOSPI and KOSDAQ markets, including investor-specific transaction data. Subsequently, we indexed the data as a preprocessing step, and used feature engineering to modify and generate variables for training. First, we experimentally compared the performance of three popular gradient boosting algorithms in terms of accuracy, precision, recall, and F1-score, including XGBoost, LightGBM, and CatBoost. Based on the results, in a second experiment, we used a LightGBM model trained on the collected data along with genetic algorithms to predict and select stocks with a high daily probability of profit. We also conducted simulations of trading during the period of the testing data to analyze the performance of the proposed approach compared with the KOSPI and KOSDAQ indices in terms of the CAGR (Compound Annual Growth Rate), MDD (Maximum Draw Down), Sharpe ratio, and volatility. The results showed that the proposed strategies outperformed those employed by the Korean stock market in terms of all performance metrics. Moreover, our proposed LightGBM model with a genetic algorithm exhibited competitive performance in predicting stock price movements.

Malicious Traffic Classification Using Mitre ATT&CK and Machine Learning Based on UNSW-NB15 Dataset (마이터 어택과 머신러닝을 이용한 UNSW-NB15 데이터셋 기반 유해 트래픽 분류)

  • Yoon, Dong Hyun;Koo, Ja Hwan;Won, Dong Ho
    • KIPS Transactions on Software and Data Engineering
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    • v.12 no.2
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    • pp.99-110
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    • 2023
  • This study proposed a classification of malicious network traffic using the cyber threat framework(Mitre ATT&CK) and machine learning to solve the real-time traffic detection problems faced by current security monitoring systems. We applied a network traffic dataset called UNSW-NB15 to the Mitre ATT&CK framework to transform the label and generate the final dataset through rare class processing. After learning several boosting-based ensemble models using the generated final dataset, we demonstrated how these ensemble models classify network traffic using various performance metrics. Based on the F-1 score, we showed that XGBoost with no rare class processing is the best in the multi-class traffic environment. We recognized that machine learning ensemble models through Mitre ATT&CK label conversion and oversampling processing have differences over existing studies, but have limitations due to (1) the inability to match perfectly when converting between existing datasets and Mitre ATT&CK labels and (2) the presence of excessive sparse classes. Nevertheless, Catboost with B-SMOTE achieved the classification accuracy of 0.9526, which is expected to be able to automatically detect normal/abnormal network traffic.

Development of an Ensemble-Based Multi-Region Integrated Odor Concentration Prediction Model (앙상블 기반의 악취 농도 다지역 통합 예측 모델 개발)

  • Seong-Ju Cho;Woo-seok Choi;Sang-hyun Choi
    • Journal of Intelligence and Information Systems
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    • v.29 no.3
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    • pp.383-400
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    • 2023
  • Air pollution-related diseases are escalating worldwide, with the World Health Organization (WHO) estimating approximately 7 million annual deaths in 2022. The rapid expansion of industrial facilities, increased emissions from various sources, and uncontrolled release of odorous substances have brought air pollution to the forefront of societal concerns. In South Korea, odor is categorized as an independent environmental pollutant, alongside air and water pollution, directly impacting the health of local residents by causing discomfort and aversion. However, the current odor management system in Korea remains inadequate, necessitating improvements. This study aims to enhance the odor management system by analyzing 1,010,749 data points collected from odor sensors located in Osong, Chungcheongbuk-do, using an Ensemble-Based Multi-Region Integrated Odor Concentration Prediction Model. The research results demonstrate that the model based on the XGBoost algorithm exhibited superior performance, with an RMSE of 0.0096, significantly outperforming the single-region model (0.0146) with a 51.9% reduction in mean error size. This underscores the potential for increasing data volume, improving accuracy, and enabling odor prediction in diverse regions using a unified model through the standardization of odor concentration data collected from various regions.

Ensemble Learning-Based Prediction of Good Sellers in Overseas Sales of Domestic Books and Keyword Analysis of Reviews of the Good Sellers (앙상블 학습 기반 국내 도서의 해외 판매 굿셀러 예측 및 굿셀러 리뷰 키워드 분석)

  • Do Young Kim;Na Yeon Kim;Hyon Hee Kim
    • KIPS Transactions on Software and Data Engineering
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    • v.12 no.4
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    • pp.173-178
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    • 2023
  • As Korean literature spreads around the world, its position in the overseas publishing market has become important. As demand in the overseas publishing market continues to grow, it is essential to predict future book sales and analyze the characteristics of books that have been highly favored by overseas readers in the past. In this study, we proposed ensemble learning based prediction model and analyzed characteristics of the cumulative sales of more than 5,000 copies classified as good sellers published overseas over the past 5 years. We applied the five ensemble learning models, i.e., XGBoost, Gradient Boosting, Adaboost, LightGBM, and Random Forest, and compared them with other machine learning algorithms, i.e., Support Vector Machine, Logistic Regression, and Deep Learning. Our experimental results showed that the ensemble algorithm outperforms other approaches in troubleshooting imbalanced data. In particular, the LightGBM model obtained an AUC value of 99.86% which is the best prediction performance. Among the features used for prediction, the most important feature is the author's number of overseas publications, and the second important feature is publication in countries with the largest publication market size. The number of evaluation participants is also an important feature. In addition, text mining was performed on the four book reviews that sold the most among good-selling books. Many reviews were interested in stories, characters, and writers and it seems that support for translation is needed as many of the keywords of "translation" appear in low-rated reviews.

Development of Prediction Model for Improvement of Safety Facilities in Frequent Traffic Accidents (교통사고 잦은 곳 안전시설 개선 방안 예측 모델 개발)

  • Jaekyung Kwon;Siwon Kim;Jae seong Hwang;Jaehyung Lee;Choul ki Lee
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.22 no.1
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    • pp.16-24
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    • 2023
  • Accidents are greatly reduced through projects to improve frequent traffic accidents. These results show that safety facilities play a big role. Traffic accidents are caused by various causes and various environmental factors, and it is difficult to achieve improvement effects by installing one safety facility or facilities without standards. Therefore, this study analyzed the improvement effect of each accident type by combining the two safety facilities, and suggested a method of predicting the combination of safety facilities suitable for a specific point, including environmental factors such as road type, road type, and traffic. The prediction was carried out by selecting an XGBoost technique that creates one strong prediction model by combining prediction models that can be simple classification. Through this, safety facilities that have had positive effects through improvement projects and safety facilities to be installed at points in need of improvement were derived, and safety facilities effect analysis and prediction methods for future installation points were presented.

A Study on the Prediction of Mortality Rate after Lung Cancer Diagnosis for Men and Women in 80s, 90s, and 100s Based on Deep Learning (딥러닝 기반 80대·90대·100대 남녀 대상 폐암 진단 후 사망률 예측에 관한 연구)

  • Kyung-Keun Byun;Doeg-Gyu Lee;Se-Young Lee
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.16 no.2
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    • pp.87-96
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    • 2023
  • Recently, research on predicting the treatment results of diseases using deep learning technology is also active in the medical community. However, small patient data and specific deep learning algorithms were selected and utilized, and research was conducted to show meaningful results under specific conditions. In this study, in order to generalize the research results, patients were further expanded and subdivided to derive the results of a study predicting mortality after lung cancer diagnosis for men and women in their 80s, 90s, and 100s. Using AutoML, which provides large-scale medical information and various deep learning algorithms from the Health Insurance Review and Assessment Service, five algorithms such as Decision Tree, Random Forest, Gradient Boosting, XGBoost, and Logistic Registration were created to predict mortality rates for 84 months after lung cancer diagnosis. As a result of the study, men in their 80s and 90s had a higher mortality prediction rate than women, and women in their 100s had a higher mortality prediction rate than men. And the factor that has the greatest influence on the mortality rate was analyzed as the treatment period.